-13.4%
KHC vs CPNG
-52.6%
+39.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -4.8% | -7.6% | +2.8% | -4.7% |
| 30D | +0.3% | -8.8% | +9.1% | +0.3% |
| 3M | +6.7% | -7.2% | +13.9% | +6.7% |
| 6M | +4.2% | -21.5% | +25.7% | +4.2% |
| YTD | +6.7% | -37.4% | +44.2% | +7.0% |
| 1Y | -1.4% | -54.3% | +52.9% | -1.0% |
| 3Y | -11.8% | -20.3% | +8.5% | -12.0% |
| 5Y | -13.4% | -51.2% | +37.8% | -13.8% |
| All | -13.4% | -52.6% | +39.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling